JPEG and color management

Due to jpeg compression, there are obviously differences around hard edges (such as the borders between the color patches or around the letters and numbers), but there are also a lot of entire color patches which have different colors.

I used sRGB IEC61966-2.1 both as my RGB working color space and as embedded profile in the files. So this can't account for the differences, isn't it?

As far as I know, Photoshop disables even color subsampling with quality 12. Also, color subsampling wouldn't account for differences in a whole color patch.

So the only conclusion I can draw from that, is that .jpeg files cannot use color management (but why does the jpeg standard then explicitely forsee and promote the use of embedded ICC profiles in jpeg files ???) or that Photoshop somehow has a problem with color management when jpeg files come into play. Any ideas ?

I have this color chart (PNG file):



I open it with Photoshop CS3, and save it as JPEG with quality 12 and get this:

http://img184.imageshack.us/img184/4564/a3gencolorhighwwwfhoemdjv4.jpg

Most (but not all) of the colors are DIFFERENT to the picture above! The white pixels in this image denote different pixels:



How is this possible ?